DAX Index Future September 2013

Trading Metrics calculated at close of trading on 25-Jun-2013

Day Change Summary
	Previous	Current
	24-Jun-2013	25-Jun-2013	Change	Change %	Previous Week
Open	7,755.0	7,716.0	-39.0	-0.5%	8,145.5
High	7,831.0	7,850.5	19.5	0.2%	8,291.0
Low	7,660.0	7,716.0	56.0	0.7%	7,777.5
Close	7,704.5	7,812.0	107.5	1.4%	7,827.5
Range	171.0	134.5	-36.5	-21.3%	513.5
ATR	154.1	153.5	-0.6	-0.4%	0.0
Volume	138,264	116,988	-21,276	-15.4%	541,143

Daily Pivots for day following 25-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	8,196.3	8,138.7	7,886.0
R3	8,061.8	8,004.2	7,849.0
R2	7,927.3	7,927.3	7,836.7
R1	7,869.7	7,869.7	7,824.3	7,898.5
PP	7,792.8	7,792.8	7,792.8	7,807.3
S1	7,735.2	7,735.2	7,799.7	7,764.0
S2	7,658.3	7,658.3	7,787.3
S3	7,523.8	7,600.7	7,775.0
S4	7,389.3	7,466.2	7,738.0

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	9,505.8	9,180.2	8,109.9
R3	8,992.3	8,666.7	7,968.7
R2	8,478.8	8,478.8	7,921.6
R1	8,153.2	8,153.2	7,874.6	8,059.3
PP	7,965.3	7,965.3	7,965.3	7,918.4
S1	7,639.7	7,639.7	7,780.4	7,545.8
S2	7,451.8	7,451.8	7,733.4
S3	6,938.3	7,126.2	7,686.3
S4	6,424.8	6,612.7	7,545.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,291.0	7,660.0	631.0	8.1%	174.8	2.2%	24%	False	False	134,914
10	8,291.0	7,660.0	631.0	8.1%	151.3	1.9%	24%	False	False	87,762
20	8,455.0	7,660.0	795.0	10.2%	149.0	1.9%	19%	False	False	45,529
40	8,568.0	7,660.0	908.0	11.6%	120.7	1.5%	17%	False	False	22,904
60	8,568.0	7,437.5	1,130.5	14.5%	121.3	1.6%	33%	False	False	15,421
80	8,568.0	7,437.5	1,130.5	14.5%	113.7	1.5%	33%	False	False	11,999
100	8,568.0	7,437.5	1,130.5	14.5%	109.8	1.4%	33%	False	False	9,624
120	8,568.0	7,437.5	1,130.5	14.5%	99.2	1.3%	33%	False	False	8,024

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36.8
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	8,422.1
2.618	8,202.6
1.618	8,068.1
1.000	7,985.0
0.618	7,933.6
HIGH	7,850.5
0.618	7,799.1
0.500	7,783.3
0.382	7,767.4
LOW	7,716.0
0.618	7,632.9
1.000	7,581.5
1.618	7,498.4
2.618	7,363.9
4.250	7,144.4

Fisher Pivots for day following 25-Jun-2013
Pivot	1 day	3 day
R1	7,802.4	7,825.0
PP	7,792.8	7,820.7
S1	7,783.3	7,816.3

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These figures are updated between 7pm and 10pm EST after a trading day.

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